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想要合成日线,找到了BarGenerator模块,但不知道下面这段合成日线的代码应该添加在哪?有老师截图指出一下吗?

    elif self.interval == Interval.DAILY:
        ''' 如果当天的最后一个收盘时间事14.59,进行合成,生成日线bar'''
        if self.last_bar and str(bar.datetime)[-14:-6]=='14:59:00':
            finished = True
            self.interval_count = 0



`class BarGenerator:
"""
For:

1. generating 1 minute bar data from tick data
2. generating x minute bar/x hour bar data from 1 minute data

Notice:
1. for x minute bar, x must be able to divide 60: 2, 3, 5, 6, 10, 15, 20, 30
2. for x hour bar, x can be any number
"""

def __init__(
    self,
    on_bar: Callable,
    window: int = 0,
    on_window_bar: Callable = None,
    interval: Interval = Interval.MINUTE
):
    """Constructor"""
    self.bar: BarData = None
    self.on_bar: Callable = on_bar

    self.interval: Interval = interval
    self.interval_count: int = 0

    self.hour_bar: BarData = None

    self.window: int = window
    self.window_bar: BarData = None
    self.on_window_bar: Callable = on_window_bar

    self.last_tick: TickData = None

def update_tick(self, tick: TickData) -> None:
    """
    Update new tick data into generator.
    """
    new_minute = False

    # Filter tick data with 0 last price
    if not tick.last_price:
        return

    # Filter tick data with older timestamp
    if self.last_tick and tick.datetime < self.last_tick.datetime:
        return

    if not self.bar:
        new_minute = True
    elif (
        (self.bar.datetime.minute != tick.datetime.minute)
        or (self.bar.datetime.hour != tick.datetime.hour)
    ):
        self.bar.datetime = self.bar.datetime.replace(
            second=0, microsecond=0
        )
        self.on_bar(self.bar)

        new_minute = True

    if new_minute:
        self.bar = BarData(
            symbol=tick.symbol,
            exchange=tick.exchange,
            interval=Interval.MINUTE,
            datetime=tick.datetime,
            gateway_name=tick.gateway_name,
            open_price=tick.last_price,
            high_price=tick.last_price,
            low_price=tick.last_price,
            close_price=tick.last_price,
            open_interest=tick.open_interest
        )
    else:
        self.bar.high_price = max(self.bar.high_price, tick.last_price)
        if tick.high_price > self.last_tick.high_price:
            self.bar.high_price = max(self.bar.high_price, tick.high_price)

        self.bar.low_price = min(self.bar.low_price, tick.last_price)
        if tick.low_price < self.last_tick.low_price:
            self.bar.low_price = min(self.bar.low_price, tick.low_price)

        self.bar.close_price = tick.last_price
        self.bar.open_interest = tick.open_interest
        self.bar.datetime = tick.datetime

    if self.last_tick:
        volume_change = tick.volume - self.last_tick.volume
        self.bar.volume += max(volume_change, 0)

        turnover_change = tick.turnover - self.last_tick.turnover
        self.bar.turnover += max(turnover_change, 0)

    self.last_tick = tick

def update_bar(self, bar: BarData) -> None:
    """
    Update 1 minute bar into generator
    """
    if self.interval == Interval.MINUTE:
        self.update_bar_minute_window(bar)
    else:
        self.update_bar_hour_window(bar)

def update_bar_minute_window(self, bar: BarData) -> None:
    """"""
    # If not inited, create window bar object
    if not self.window_bar:
        dt = bar.datetime.replace(second=0, microsecond=0)
        self.window_bar = BarData(
            symbol=bar.symbol,
            exchange=bar.exchange,
            datetime=dt,
            gateway_name=bar.gateway_name,
            open_price=bar.open_price,
            high_price=bar.high_price,
            low_price=bar.low_price
        )
    # Otherwise, update high/low price into window bar
    else:
        self.window_bar.high_price = max(
            self.window_bar.high_price,
            bar.high_price
        )
        self.window_bar.low_price = min(
            self.window_bar.low_price,
            bar.low_price
        )

    # Update close price/volume/turnover into window bar
    self.window_bar.close_price = bar.close_price
    self.window_bar.volume += bar.volume
    self.window_bar.turnover += bar.turnover
    self.window_bar.open_interest = bar.open_interest

    # Check if window bar completed
    if not (bar.datetime.minute + 1) % self.window:
        self.on_window_bar(self.window_bar)
        self.window_bar = None

def update_bar_hour_window(self, bar: BarData) -> None:
    """"""
    # If not inited, create window bar object
    if not self.hour_bar:
        dt = bar.datetime.replace(minute=0, second=0, microsecond=0)
        self.hour_bar = BarData(
            symbol=bar.symbol,
            exchange=bar.exchange,
            datetime=dt,
            gateway_name=bar.gateway_name,
            open_price=bar.open_price,
            high_price=bar.high_price,
            low_price=bar.low_price,
            close_price=bar.close_price,
            volume=bar.volume,
            turnover=bar.turnover,
            open_interest=bar.open_interest
        )
        return

    finished_bar = None

    # If minute is 59, update minute bar into window bar and push
    if bar.datetime.minute == 59:
        self.hour_bar.high_price = max(
            self.hour_bar.high_price,
            bar.high_price
        )
        self.hour_bar.low_price = min(
            self.hour_bar.low_price,
            bar.low_price
        )

        self.hour_bar.close_price = bar.close_price
        self.hour_bar.volume += bar.volume
        self.hour_bar.turnover += bar.turnover
        self.hour_bar.open_interest = bar.open_interest

        finished_bar = self.hour_bar
        self.hour_bar = None

    # If minute bar of new hour, then push existing window bar
    elif bar.datetime.hour != self.hour_bar.datetime.hour:
        finished_bar = self.hour_bar

        dt = bar.datetime.replace(minute=0, second=0, microsecond=0)
        self.hour_bar = BarData(
            symbol=bar.symbol,
            exchange=bar.exchange,
            datetime=dt,
            gateway_name=bar.gateway_name,
            open_price=bar.open_price,
            high_price=bar.high_price,
            low_price=bar.low_price,
            close_price=bar.close_price,
            volume=bar.volume,
            turnover=bar.turnover,
            open_interest=bar.open_interest
        )
    # Otherwise only update minute bar
    else:
        self.hour_bar.high_price = max(
            self.hour_bar.high_price,
            bar.high_price
        )
        self.hour_bar.low_price = min(
            self.hour_bar.low_price,
            bar.low_price
        )

        self.hour_bar.close_price = bar.close_price
        self.hour_bar.volume += bar.volume
        self.hour_bar.turnover += bar.turnover
        self.hour_bar.open_interest = bar.open_interest

    # Push finished window bar
    if finished_bar:
        self.on_hour_bar(finished_bar)

def on_hour_bar(self, bar: BarData) -> None:
    """"""
    if self.window == 1:
        self.on_window_bar(bar)
    else:
        if not self.window_bar:
            self.window_bar = BarData(
                symbol=bar.symbol,
                exchange=bar.exchange,
                datetime=bar.datetime,
                gateway_name=bar.gateway_name,
                open_price=bar.open_price,
                high_price=bar.high_price,
                low_price=bar.low_price
            )
        else:
            self.window_bar.high_price = max(
                self.window_bar.high_price,
                bar.high_price
            )
            self.window_bar.low_price = min(
                self.window_bar.low_price,
                bar.low_price
            )

        self.window_bar.close_price = bar.close_price
        self.window_bar.volume += bar.volume
        self.window_bar.turnover += bar.turnover
        self.window_bar.open_interest = bar.open_interest

        self.interval_count += 1
        if not self.interval_count % self.window:
            self.interval_count = 0
            self.on_window_bar(self.window_bar)
            self.window_bar = None

def generate(self) -> Optional[BarData]:
    """
    Generate the bar data and call callback immediately.
    """
    bar = self.bar

    if self.bar:
        bar.datetime = bar.datetime.replace(second=0, microsecond=0)
        self.on_bar(bar)

    self.bar = None
    return bar`
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